I am in support of rehabilitating animals and therefore I do recognize the importance of zoos, ONLY in a conservation and educational sense (although I have never, ever left a zoo feeling inspired and educated, but rather depressed and disconnected). That said, I find zoo/marine parks that choose to exploit animals for profit and notoriety morally irresponsible. SeaWorld is just one of those parks.
Many, if not most zoos, in fact do not focus solely on animal rehabilitation, but rather on public entertainment. Whether that entertainment mean training animals to perform tricks or forcing them into a life of captivity for the purposes of turning a profit. Zoos like SeaWorld use wildlife education and conservation breeding to cover-up what they really are, amusement parks. The deplorable conditions under which some zoos obtain animals is evident thanks to documentaries like The Cove.
Documentaries like BlackFish inspire action, but what can we do to take down businesses disguised as zoos? Simple. Don't go to them. Do not give them money. Rather, support true conservation and rehabilitation efforts, such as those that are members of the American Zoo and Aquarium Association (AZA). This organization requires high standards of animal care, science and conservation. It's important to note that even these accredited zoos don't necessarily have huge budgets devoted to conservation, but we have to start somewhere. There are also organizations out there like ZooCheck that help to make sure animals in captivity receive proper care (ZooCheck Canada and Born Free's ZooCheck campaign).
PS If you're tired of depressing animal stories...too bad, that's life!! But you can also watch an uplifting story instead :) Elsa's Legacy: The Born Free Story